Nonparametric Density Estimation for a Long-Range Dependent Linear Process

Toshio Honda

Annals of the Institute of Statistical Mathematics, 2000, vol. 52, issue 4, 599-611

Keywords: Kernel density estimator; long-range dependence; linear process; bandwidth; asymptotic normality (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1023/A:1017504723799

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